...one of the most highly
regarded and expertly designed C++ library projects in the
world.
— Herb Sutter and Andrei
Alexandrescu, C++
Coding Standards
boost::accumulators::impl::weighted_tail_quantile_impl — Tail quantile estimation based on order statistics of weighted samples (for both left and right tails).
// In header: <boost/accumulators/statistics/weighted_tail_quantile.hpp> template<typename Sample, typename Weight, typename LeftRight> struct weighted_tail_quantile_impl { // types typedef numeric::functional::average< Weight, std::size_t >::result_type float_type; typedef Sample result_type; // construct/copy/destruct weighted_tail_quantile_impl(dont_care); // public member functions template<typename Args> result_type result(Args const &) const; };